Simpson Manufacturing Stock Alpha and Beta Analysis
| SSD Stock | USD 196.93 12.16 6.58% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Simpson Manufacturing. It also helps investors analyze the systematic and unsystematic risks associated with investing in Simpson Manufacturing over a specified time horizon. Remember, high Simpson Manufacturing's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Simpson Manufacturing's market risk premium analysis include:
Beta 1.14 | Alpha (0.08) | Risk 1.88 | Sharpe Ratio 0.0781 | Expected Return 0.15 |
Simpson Manufacturing Quarterly Cash And Equivalents |
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Simpson |
Simpson Manufacturing Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Simpson Manufacturing market risk premium is the additional return an investor will receive from holding Simpson Manufacturing long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Simpson Manufacturing. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Simpson Manufacturing's performance over market.| α | -0.08 | β | 1.14 |
Simpson Manufacturing expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Simpson Manufacturing's Buy-and-hold return. Our buy-and-hold chart shows how Simpson Manufacturing performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Simpson Manufacturing Market Price Analysis
Market price analysis indicators help investors to evaluate how Simpson Manufacturing stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Simpson Manufacturing shares will generate the highest return on investment. By understating and applying Simpson Manufacturing stock market price indicators, traders can identify Simpson Manufacturing position entry and exit signals to maximize returns.
Simpson Manufacturing Return and Market Media
The median price of Simpson Manufacturing for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 184.24 with a coefficient of variation of 3.58. The daily time series for the period is distributed with a sample standard deviation of 6.59, arithmetic mean of 184.11, and mean deviation of 5.54. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Simpson Manufacturing Co., Inc. Stock Holdings Lifted by Virtu Financial LLC - MarketBeat | 09/19/2024 |
2 | Simpson Manufacturing Co., Inc. Announces 2024 Third Quarter Financial Results | 10/21/2024 |
3 | Simpson Manufacturing Co Inc Q3 2024 Earnings Call Highlights Navigating Market ... | 10/22/2024 |
| Simpson Manufacturing dividend paid on 24th of October 2024 | 10/24/2024 |
5 | Simpson Manufacturing Co. Appoints Matt Dunn as Chief Financial Officer and Treasurer | 10/28/2024 |
6 | Simpson Manufacturing Co., Inc.s Share Price Not Quite Adding Up | 11/07/2024 |
7 | Disposition of 4301 shares by Michael Olosky of Simpson Manufacturing at 190.77 subject to Rule 16b-3 | 11/08/2024 |
8 | Simpson Manufacturing Third Quarter 2024 Earnings EPS Misses Expectations | 11/15/2024 |
About Simpson Manufacturing Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Simpson or other stocks. Alpha measures the amount that position in Simpson Manufacturing has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2021 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.006907 | 0.0115 | 0.00536 | 0.00936 | Price To Sales Ratio | 3.83 | 1.8 | 3.81 | 4.0 |
Simpson Manufacturing Upcoming Company Events
As portrayed in its financial statements, the presentation of Simpson Manufacturing's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Simpson Manufacturing's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Simpson Manufacturing's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Simpson Manufacturing. Please utilize our Beneish M Score to check the likelihood of Simpson Manufacturing's management manipulating its earnings.
| 5th of February 2024 Upcoming Quarterly Report | View | |
| 22nd of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 5th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Simpson Manufacturing
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out Simpson Manufacturing Backtesting, Simpson Manufacturing Valuation, Simpson Manufacturing Correlation, Simpson Manufacturing Hype Analysis, Simpson Manufacturing Volatility, Simpson Manufacturing History and analyze Simpson Manufacturing Performance. For information on how to trade Simpson Stock refer to our How to Trade Simpson Stock guide.You can also try the Money Flow Index module to determine momentum by analyzing Money Flow Index and other technical indicators.
Simpson Manufacturing technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.